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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+5.02%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$47.4B
AUM Growth
+$2.21B
Cap. Flow
+$738M
Cap. Flow %
1.56%
Top 10 Hldgs %
12.24%
Holding
4,128
New
300
Increased
2,047
Reduced
1,599
Closed
129

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$184M
2
IWL icon
iShares Russell Top 200 ETF
IWL
+$84.4M
3
VOO icon
Vanguard S&P 500 ETF
VOO
+$61.1M
4
DXJ icon
WisdomTree Japan Hedged Equity Fund
DXJ
+$45.7M
5
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$41.1M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$197M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$119M
3
KMP
KINDER MORGAN ENER PNTRS L.P.
KMP
+$78M
4
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$33M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$33M

Sector Composition

Rank Sector Weight
1 Financials 13.72%
2 Technology 12.92%
3 Healthcare 12.32%
4 Industrials 9.35%
5 Consumer Discretionary 7.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LXFR icon
3426
Luxfer Holdings
LXFR
$460M
$167K ﹤0.01%
11,155
-19,046
-63% -$295K
EXEL icon
3427
Exelixis
EXEL
$13.9B
$166K ﹤0.01%
+115,346
New +$180K
FRO icon
3428
Frontline
FRO
$8.75B
$165K ﹤0.01%
13,186
+3,221
+32% +$26.2K
TZOO icon
3429
Travelzoo
TZOO
$103M
$165K ﹤0.01%
13,067
+9
+0.1% +$119
PFX icon
3430
PhenixFIN
PFX
$164K ﹤0.01%
886
-143
-14% -$31K
UONEK icon
3431
Urban One Class D
UONEK
$22.9M
$164K ﹤0.01%
9,809
-621
-6% -$12.7K
TRQ
3432
DELISTED
Turquoise Hill Resources Ltd
TRQ
$164K ﹤0.01%
5,287
+733
+16% +$24K
CERS icon
3433
Cerus
CERS
$587M
$161K ﹤0.01%
25,822
+2,867
+12% +$13K
EGO icon
3434
Eldorado Gold
EGO
$8.31B
$160K ﹤0.01%
5,260
+785
+18% +$25.4K
RIGL icon
3435
Rigel Pharmaceuticals
RIGL
$680M
$160K ﹤0.01%
7,056
+2,584
+58% +$52.3K
JMP
3436
DELISTED
JMP Group LLC
JMP
$156K ﹤0.01%
20,433
-101
-0.5% -$724
GZT
3437
DELISTED
Gazit-globe Ltd
GZT
$156K ﹤0.01%
13,342
-24,615
-65% -$294K
EAC
3438
DELISTED
Erickson Incorporated
EAC
$156K ﹤0.01%
18,708
-293
-2% -$3.34K
VIA
3439
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
$155K ﹤0.01%
+4,403
New +$172K
IFT
3440
DELISTED
IMPERIAL HLDGS INC COM STK (FL)
IFT
$155K ﹤0.01%
23,697
-682
-3% -$4.3K
RBCN
3441
DELISTED
Rubicon Technology, Inc.
RBCN
$153K ﹤0.01%
3,355
-620
-16% -$27.2K
NOA
3442
North American Construction
NOA
$377M
$151K ﹤0.01%
48,006
-35,573
-43% -$169K
PSHG icon
3443
Performance Shipping
PSHG
$22.1M
– –
0
– –
SSRG
3444
DELISTED
SYMMETRY SURGICAL INC COMMON STK
SSRG
$151K ﹤0.01%
+19,398
New +$147K
AOI
3445
DELISTED
Alliance One International
AOI
$150K ﹤0.01%
9,514
+5,097
+115% +$94.9K
VSTM icon
3446
Verastem
VSTM
$532M
$149K ﹤0.01%
1,360
+312
+30% +$33.7K
SMS
3447
DELISTED
SIMS METAL MANAGEMENT LTD ADS (EA REPSTG 1 ORD SHS)
SMS
$149K ﹤0.01%
15,313
-2,208
-13% -$21.5K
JGW
3448
DELISTED
J G WENTWORTH CO CL A COM STK (DE)
JGW
$148K ﹤0.01%
13,886
-2,467
-15% -$26K
NCIT
3449
DELISTED
NCI, Inc.
NCIT
$147K ﹤0.01%
14,353
+295
+2% +$3.11K
SZMK
3450
DELISTED
SIZMEK INC COM STK (DE)
SZMK
$147K ﹤0.01%
23,460
+12,740
+119% +$76.4K
136 137
138
139 140

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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2014 Portfolio in Review

As of Q4 2014, Parametric Portfolio Associates held 4,128 positions worth $47.4B, up 4.9% from $45.2B the previous quarter. Its ten largest holdings account for 12% of the portfolio.

Parametric Portfolio Associates's Q4 2014 filing shows 300 new, 2,047 increased, 1,599 reduced and 129 closed positions. Its largest new stake was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $197M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, up from 14% a quarter earlier, followed by Technology and Healthcare.

  • Parametric Portfolio Associates's largest Q4 2014 buy was iShares Russell Top 200 ETF: 1,844,325 shares worth $87M.
  • Parametric Portfolio Associates added most to iShares Core S&P 500 ETF in Q4 2014, an estimated $184M increase.
  • Parametric Portfolio Associates's biggest Q4 2014 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $197M.
  • Parametric Portfolio Associates fully exited KINDER MORGAN ENER PNTRS L.P. in Q4 2014, selling an estimated $78M.
  • Parametric Portfolio Associates's ten largest holdings make up 12% of its $47.4B portfolio in Q4 2014.
  • Parametric Portfolio Associates opened 300 new positions and closed 129 in Q4 2014.
  • Parametric Portfolio Associates's portfolio value rose 4.9% quarter-over-quarter to $47.4B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2014, filed 11 Feb 2015.